Money markets, curves, and rate risk.
11 published titles · Same filter in catalogue
Curated sequences that include this topic.
Shelf notes for books in this topic.
Pricing and Trading Interest Rate Derivatives
This title serves as a comprehensive resource for practitioners navigating the complexities of interest rate derivatives and swaps.
What Bond Managers Need to Know, A Guide to Market Valuation and Risk
This guide offers a comprehensive overview of bond market mechanics and risk management.
The Handbook of Fixed Income Securities
A definitive reference for fixed income professionals.
The Bond Markets: An Introduction
This book provides a clear overview of bond market structure and trading mechanics.
Term Structure Models - A Graduate Course
This text offers an advanced mathematical exploration of yield curve models and term structure dynamics.
Interest Rate Models - Theory and Practice
A comprehensive guide on interest rate derivative valuation and hedging.
Inflation-Linked Bonds: Understanding the Real Economy
This guide offers insights into inflation protection through bonds for investors.
Fixed Income Analysis, Second Edition
This text provides a rigorous yet accessible overview of fixed income analysis.
The Handbook of Fixed Income Securities
This handbook serves as a detailed reference for professionals in fixed-income securities.
This text offers a thorough exploration of fixed income analytics and market tools.
This work provides an academic foundation for understanding exchange rate behaviour within a broader macroeconomic context.
Damiano Brigo · Fabio Mercurio · 2006 · Springer
This comprehensive text on interest rate models delves into both theoretical frameworks and practical applications, making it essential for practitioners in quantitative finance. Covering a wide range of derivatives and quantitative techniques, it serves as a vital resource for traders and quants focused on interest rate instruments.
Eighth Edition
Frank Fabozzi · 2016 · McGraw-Hill
The Handbook of Fixed Income Securities provides a comprehensive examination of fixed income instruments, interest rate dynamics, and credit risk management. Authored by Frank Fabozzi, this extensive volume serves as a critical resource for finance professionals engaged in fixed income trading, analysis, and portfolio management.
Darrell Duffie · 2012 · Princeton University Press
What Bond Managers Need to Know serves as a comprehensive guide for understanding market valuation and risk in fixed income investments. Authored by Darrell Duffie, this text is aimed at risk and portfolio managers seeking to enhance their expertise in interest rate dynamics and bond market operations.
Lucio Sarno · Mark P. Taylor · 2003 · Cambridge University Press
Academic foundations of exchange rate behaviour.
Angel Serrat · Barbara Tuckman · 2011 · John Wiley & Sons
Fixed Income Analysis, Second Edition, offers a comprehensive examination of fixed income securities and interest rate dynamics. It serves as a vital resource for traders and analysts seeking to deepen their understanding of bond markets and valuation techniques.
Bruce Tuckman · Angel Serrat · 2022 · John Wiley & Sons
Modern fixed income analytics and curve thinking.
Jia Shen · Robert Stevenson · 2007 · John Wiley & Sons
This comprehensive text delves into the mechanics of inflation-linked bonds, providing insights into their role within the fixed income market and their relationship with interest rates. It is designed for portfolio managers and investors seeking to understand how these instruments can hedge against inflation and contribute to real economic performance.
A Practical Guide to Swaps
J. Hamish M. Darbyshire · 2022 · Aitch & Dee
A swaps trader’s bridge from curve building to book management: plain-vanilla and cross-currency IR swaps, risk, funding/CSA colour, and the distance between classroom models and how desks actually work. Third-edition material includes practical Python illustrations alongside the narrative.
Damir Filipovic · 2009 · Springer
This comprehensive text delves into term structure models, focusing on their application in derivatives and quantitative finance, particularly in the context of interest rates. It serves as a graduate-level course, providing a robust foundation for understanding the dynamics of interest rate models.
Mike Casey · 2018 · John Wiley & Sons
This introductory text provides a comprehensive overview of the bond markets, focusing on fixed income instruments and interest rate dynamics. It serves as a foundational resource for analysts and students seeking to understand the complexities of bond trading and investment strategies.
Frank J. Fabozzi · 2005 · McGraw-Hill
Comprehensive practitioner reference across bond markets.